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"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan, (1997)
Peso problem explanations for term structure anomalies
Bekaert, Geert, (2001)
Empirical studies on the behaviour of interest rates and exchange rates : [Mit holl. Zsfassung]
Schotman, Peter C., (1989)
When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C., (1991)
Discussion of 'Are market values fair?'
Schotman, Peter C., (2008)